How to nicely render mathematical object made from slices
In edit mode, with all geometry selected hit Ctrl+N to recalculate the face normals, they are doing crazy things. This unifies their direction.

A render of the cuboc you provided, with light spheres (Cycles Emission material) placed at incident angles with respect to the faces they are intended to highlight.



You have more Z slices, than XY steps around the object, this produces elongated polygons, and is one reason why you won't get smooth surfaces. You will get neater results if you can generate more points per z-slice, resulting in the polygons being closer to square shapes. Either that or fewer Z slices, but then you loose detail.